Pre-Market IV Report October 15, 2024

Pre-Market IV Report October 15, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: AAP EXEL SPOT CSCO TPR CRVS PAY OKLO ITOS PTON RUM TYRA ETHU AAP CONY ZI NTLA SE TDS

Stocks expected to have increasing option volume: NVDA UNH JNJ BAC GS C SCHW PNC STT ACI WBA IBKR SIRI TPR CPRI

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 89. Call put ratio 1.9 calls to 1 put as share price near record high.

Arm Holdings (ARM) 30-day option implied volatility is at 79; compared to its 52-week range of 35 to 171. Call put ratio 2.1 calls to 1 put as share price moves up.

Straddle prices into quarter results

Abbott Laboratories (ABT) October 117 straddle priced for a move of 3.5% into the expected release before the bell on October 16.

Prologis (PLD) October 120 straddle priced for a move of 3.5% into the expected release before the bell on October 16.

U.S. Bancorp (USB) October 47 straddle priced for a move of 5% into the expected release before the bell on October 16.

CSX (CSX) October 35 straddle priced for a move of 5.5% into the expected release before the bell on October 16. Call put ratio 8 calls to 1 put.

Las Vegas Sands (LVS) October 52.50 straddle priced for a move of 4% into the expected release on October 16.

Alcoa (AA) October 42 straddle priced for a move of 7.5% into the expected release after the bell on October 16.

SL Green (SLG) October 70 straddle priced for a move of 6.5% into the expected release after the bell on October 16.

Movers

Vistra Energy (VST) 30-day option implied volatility is at 60; compared to its 52-week range of 21 to 75. Call put ratio 2.4 calls to 1 put as share price up.

Oklo Inc (OKLO) 30-day option implied volatility is at 125; compared to its 52-week range of 26 to 245. Call put ratio 11.3 calls to 1 put amid price movement.

Sirius XM (SIRI) 30-day option implied volatility is at 54; compared to its 52-week range of 31 to 152. Call put ratio 5.3 calls to 1 put with a focus on January 4 calls amid price movement.

Sphere Entertainment (SPHR) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 80. Call put ratio 8.2 calls to 1 put with focus on December 50 calls after Sphere says Abu Dhabi to be next Sphere venue location.

ASML Holdings (ASML) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 53 into the expected release of quarter results on October 16.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 81. Call put ratio 7.5 calls to 1 put with a focus on 500 contracts of October 250 calls at $1 as share price up.

Upstart Holdings (UPST) 30-day option implied volatility is at 119; compared to its 52-week range of 62 to 137 with a focus on October 25 weekly 40 puts and November 55 puts as share price up.

Novavax (NVAX) 30-day option implied volatility is at 123; compared to its 52-week range of 69 to 173. Call put ratio 14.4 calls to 1 put with focus on 23K contracts of October 35 calls.

Arch Capital Group Ltd (ACGL) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 74 with focus on October 100 calls.

Talen Energy (TLN) 30-day option implied volatility is at 64; compared to its 52-week range of 46 to 108. Call put ratio 1 call to 15.3 puts with focus on October 155 and November 140 puts.

Itau Unibanco Banco Multiplo S.a. (ITUB) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 74. Call put ratio 16.4 calls to 1 put with focus on November 6 calls.

British American Tobacco (BTI) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 65. Call put ratio 8.5 calls to 1 put with focus on November 36 and December 36 calls.

WillScot Mobile Mini Holdings (WSC) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 77 with focus on April 45 and April 55 calls.

Options with decreasing option implied volatility: YINN MAXN AEHR SSHR APLD FUTU BILI BEKE NIO WB JD KWEB FXI TAL
Increasing unusual option volume: EWC TIGR ASHR WSC GLBE GOGO TRP TSEM WW TDS
Increasing unusual call option volume: TIGR WSC ASHR GLBE GOGO TSEM WW TDS ITUB BBAI
Increasing unusual put option volume: WEN ASHR STT RUM MAXN TD WOOF CTAS EVGO RF COR
Popular stocks with increasing volume: SOFI COIN MSTR SMCI PLTR BABA NIO DJT UPST C PDD HOOD
Active options: NVDA TSLA SOFI COIN AAPL MARA MSTR SMCI AMD AMZN PLTR MSFT BABA NIO DJT META UPST C PDD HOOD
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $71.30, natural gas down 1%, gold at $2658